I put here the solution given at r-help list:
Dennis Alexis Valin Dittrich <dd-list@nomans.de>>writes:
> ps2pdf14 -dPDFSETTINGS=/prepress figure.eps tmp.pdf
> pdftops -eps tmp.pdf figure_with_embeded_fonts.eps
>
> The first script is delivered with ghostscript. The second program
> belongs to the xpdf package.
After that I corrected the box size only.
All other methods I tried like using ps2pdf (with embedding) ->
pdf2ps,
using embedFonts in R (with pswrite parameter),
using incscape (with importing and exporting eps)
produce eps with text converted to paths, that, IMHO, is not embedding.
--
Sincerely yours,
Yury Yuryev.